Distribution of first-exit times for empirical counting and poisson processes with moving boundaries

DOI10.1080/15326349308807255MaRDI QIDQ4034545zbMATH OpenOpenAlexFDO

Authors Wolfgang Stadje

Publication date 16 May 1993

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349308807255

zbMATH Keywords

Poisson processstopping timeempirical counting process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(10)

• On the first meeting or crossing of two independent trajectories for some counting processes.
• Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions
• First-exit times for compound poisson processes for some types of positive and negative jumps
• The busy periods of some queueing systems
• On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem
• First-crossing and ballot-type results for some nonstationary sequences
• ON THE OUTCOME OF A CASCADING FAILURE MODEL
• A two-sided first-exit problem for a compound Poisson process with a random upper boundary
• Polynomial structures in order statistics distributions
• First Exit Times of Compound Poisson Processes with Parallel Boundaries

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